Soc. Generale Put 6 EZJ 20.12.2024
/ DE000SW8SRV6
Soc. Generale Put 6 EZJ 20.12.202.../ DE000SW8SRV6 /
| 19/11/2024 08:34:35 |
Chg.+0.100 |
Bid19:14:51 |
Ask19:14:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+12.99% |
0.880
Bid Size: 3,500 |
1.020
Ask Size: 3,500 |
Easyjet PLC ORD 27 2... |
6.00 GBP |
20/12/2024 |
Put |
Master data
| WKN: |
SW8SRV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Easyjet PLC ORD 27 2/7P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.34 |
| Parity: |
0.97 |
| Time value: |
0.02 |
| Break-even: |
6.19 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
3.13% |
| Delta: |
-0.88 |
| Theta: |
0.00 |
| Omega: |
-5.53 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.54% |
| 1 Month |
|
|
-12.12% |
| 3 Months |
|
|
-53.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.770 |
| 1M High / 1M Low: |
1.110 |
0.760 |
| 6M High / 6M Low: |
2.020 |
0.760 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.946 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.410 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.09% |
| Volatility 6M: |
|
122.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
